US Dollar to Peruvian New Sol EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
6.94%
decreased by 0.43%
1 Week
7.07%
decreased by 0.30%
1 Month
7.45%
increased by 0.08%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0763 | -6.01 | |
| 0.2326 | 28.56 | |
| 0.9421 | 140.80 | |
| 0.0201 | 1.94 |
Estimation Period:
Jan 15, 1991 to Jun 12, 2026
Jan 15, 1991 to Jun 12, 2026
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